+214.6%
CRL vs PENG
+762.7%
-548.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.1% | -2.9% |
| 7D | -1.0% | +4.5% | -5.6% | -1.9% |
| 30D | +10.7% | -7.1% | +17.8% | +11.6% |
| 3M | +55.3% | -27.3% | +82.5% | +59.1% |
| 6M | +60.7% | +169.6% | -108.9% | +23.0% |
| YTD | +44.6% | +164.6% | -120.0% | +10.7% |
| 1Y | +77.7% | +109.5% | -31.7% | +41.4% |
| 3Y | +37.6% | +98.9% | -61.3% | +2.1% |
| 5Y | -35.8% | +116.3% | -152.1% | -55.0% |
| All | +214.6% | +762.7% | -548.1% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling